The Foxes have seen much of their promotion optimism evaporate in recent months.
As they battle to avoid the drop under boss Ruud van Nistelrooy, Vardy admitted after a 2-0 loss to Crystal Palace that they had to improve.
He told TNT Sports: "I'm not sure. I don't know if it's mental or physical. I think we'll look back and try to dissect it all. It's disappointing. We don't want to be in this situation. We need to be doing it for 90 minutes, 45 isn't enough.
"We've not been with the gaffer that long and we're getting better and better with how he wants us to play. We need to do it for the full 90 and everything clicks.
"There's always confidence but we've not been able to get those results. Football is a results business. We've not got the result we wanted tonight but it's a quick turnaround."